+45.4%
NU vs ACM
-10.4%
+55.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +1.2% |
| 7D | -4.2% | -5.9% | +1.7% | -0.6% |
| 30D | +10.0% | -6.2% | +16.2% | +13.4% |
| 3M | +29.3% | -7.9% | +37.1% | +33.3% |
| 6M | +0.9% | -30.6% | +31.6% | +25.8% |
| YTD | -10.3% | -33.3% | +23.0% | +12.9% |
| 1Y | -3.2% | -49.2% | +46.0% | +48.9% |
| 3Y | +120.6% | -23.5% | +144.0% | +125.2% |
| All | +45.4% | -10.4% | +55.8% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling